On an optimal selection problem of Cowan and Zabczyk
Keyword(s):
Cowan and Zabczyk (1978) have studied a continuous-time generalization of the so-called secretary problem, where options arise according to a homogeneous Poisson processes of known intensity λ. They gave the complete strategy maximizing the probability of accepting the best option under the usual no-recall condition. In this paper, the solution is extended to the case where the intensity λ is unknown, and also to the case of an inhomogeneous Poisson process with intensity function λ (t), which is either supposed to be known or known up to a multiplicative constant.
1987 ◽
Vol 24
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pp. 918-928
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2001 ◽
Vol 38
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pp. 122-130
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2012 ◽
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pp. 204
1995 ◽
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pp. 1504-1509
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Keyword(s):
2021 ◽
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pp. 022107
1996 ◽
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1985 ◽
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pp. 61-62
1979 ◽
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pp. 584-592
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